NIFTY
Nifty
Historical option data for NIFTY
17 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 26200 CE | ||||||||||||||||
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Delta: 0.14
Vega: 7.25
Theta: -6.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 25818.55 | 20.8 | -9.6 | 9.12 | 9,32,992 | 34,936 | 88,849 | |||||||||
| 16 Dec | 25860.10 | 29.7 | -52.7 | 8.81 | 2,86,593 | 53,913 | 53,913 | |||||||||
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| 15 Dec | 26027.30 | 82 | -23.4 | 8.84 | 1,80,721 | 10,167 | 28,770 | |||||||||
| 12 Dec | 26046.95 | 106.6 | 32.7 | 7.88 | 1,20,762 | 6,125 | 18,603 | |||||||||
| 11 Dec | 25898.55 | 75.45 | 15.9 | 8.62 | 65,958 | -818 | 12,478 | |||||||||
| 10 Dec | 25758.00 | 59.55 | -24.7 | 9.65 | 50,977 | 4,233 | 13,296 | |||||||||
| 9 Dec | 25839.65 | 83 | -51.65 | 9.06 | 23,257 | 2,542 | 9,063 | |||||||||
| 8 Dec | 25960.55 | 127.65 | -126.75 | 9.35 | 16,998 | 3,780 | 6,521 | |||||||||
| 5 Dec | 26186.45 | 255 | 55.8 | 8.43 | 8,457 | 819 | 2,741 | |||||||||
| 4 Dec | 26033.75 | 197 | 7.35 | 9.27 | 3,657 | 92 | 1,922 | |||||||||
| 3 Dec | 25986.00 | 189.95 | -52.65 | 9.22 | 2,860 | 485 | 1,830 | |||||||||
| 2 Dec | 26032.20 | 248.35 | -71.45 | 9.80 | 2,091 | 859 | 1,345 | |||||||||
| 1 Dec | 26175.75 | 317 | -41.25 | 9.36 | 698 | 204 | 486 | |||||||||
| 28 Nov | 26202.95 | 363.6 | -4.65 | 9.59 | 534 | -99 | 282 | |||||||||
| 27 Nov | 26215.55 | 375.55 | -3.75 | 9.34 | 1,037 | 143 | 381 | |||||||||
| 26 Nov | 26205.30 | 384.65 | 161.9 | 9.72 | 706 | -59 | 238 | |||||||||
| 25 Nov | 25884.80 | 215 | -85.55 | 9.74 | 565 | 104 | 297 | |||||||||
| 24 Nov | 25959.50 | 287.35 | -78.75 | 10.61 | 228 | 51 | 193 | |||||||||
| 21 Nov | 26068.15 | 353.6 | -80.3 | 9.96 | 182 | 41 | 142 | |||||||||
| 20 Nov | 26192.15 | 440.15 | 84.2 | 9.98 | 305 | 87 | 101 | |||||||||
| 19 Nov | 26052.65 | 359 | -41.25 | 9.75 | 86 | 14 | 14 | |||||||||
For Nifty - strike price 26200 expiring on 23DEC2025
Delta for 26200 CE is 0.14
Historical price for 26200 CE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 20.8, which was -9.6 lower than the previous day. The implied volatity was 9.12, the open interest changed by 34936 which increased total open position to 88849
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 29.7, which was -52.7 lower than the previous day. The implied volatity was 8.81, the open interest changed by 53913 which increased total open position to 53913
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 82, which was -23.4 lower than the previous day. The implied volatity was 8.84, the open interest changed by 10167 which increased total open position to 28770
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 106.6, which was 32.7 higher than the previous day. The implied volatity was 7.88, the open interest changed by 6125 which increased total open position to 18603
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 75.45, which was 15.9 higher than the previous day. The implied volatity was 8.62, the open interest changed by -818 which decreased total open position to 12478
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 59.55, which was -24.7 lower than the previous day. The implied volatity was 9.65, the open interest changed by 4233 which increased total open position to 13296
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 83, which was -51.65 lower than the previous day. The implied volatity was 9.06, the open interest changed by 2542 which increased total open position to 9063
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 127.65, which was -126.75 lower than the previous day. The implied volatity was 9.35, the open interest changed by 3780 which increased total open position to 6521
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 255, which was 55.8 higher than the previous day. The implied volatity was 8.43, the open interest changed by 819 which increased total open position to 2741
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 197, which was 7.35 higher than the previous day. The implied volatity was 9.27, the open interest changed by 92 which increased total open position to 1922
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 189.95, which was -52.65 lower than the previous day. The implied volatity was 9.22, the open interest changed by 485 which increased total open position to 1830
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 248.35, which was -71.45 lower than the previous day. The implied volatity was 9.80, the open interest changed by 859 which increased total open position to 1345
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 317, which was -41.25 lower than the previous day. The implied volatity was 9.36, the open interest changed by 204 which increased total open position to 486
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 363.6, which was -4.65 lower than the previous day. The implied volatity was 9.59, the open interest changed by -99 which decreased total open position to 282
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 375.55, which was -3.75 lower than the previous day. The implied volatity was 9.34, the open interest changed by 143 which increased total open position to 381
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 384.65, which was 161.9 higher than the previous day. The implied volatity was 9.72, the open interest changed by -59 which decreased total open position to 238
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 215, which was -85.55 lower than the previous day. The implied volatity was 9.74, the open interest changed by 104 which increased total open position to 297
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 287.35, which was -78.75 lower than the previous day. The implied volatity was 10.61, the open interest changed by 51 which increased total open position to 193
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 353.6, which was -80.3 lower than the previous day. The implied volatity was 9.96, the open interest changed by 41 which increased total open position to 142
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 440.15, which was 84.2 higher than the previous day. The implied volatity was 9.98, the open interest changed by 87 which increased total open position to 101
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 359, which was -41.25 lower than the previous day. The implied volatity was 9.75, the open interest changed by 14 which increased total open position to 14
| NIFTY 23DEC2025 26200 PE | |||||||
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Delta: -0.89
Vega: 6.39
Theta: 1.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 25818.55 | 350.1 | 28.5 | 8.30 | 59,557 | -1,327 | 9,663 |
| 16 Dec | 25860.10 | 332 | 122.05 | 9.30 | 33,709 | 10,990 | 10,990 |
| 15 Dec | 26027.30 | 214.85 | 16.3 | 9.25 | 26,769 | 2,192 | 8,377 |
| 12 Dec | 26046.95 | 196.1 | -102.25 | 8.52 | 24,522 | 3,072 | 6,185 |
| 11 Dec | 25898.55 | 298.25 | -126.9 | 8.82 | 7,649 | -982 | 3,113 |
| 10 Dec | 25758.00 | 430 | 71.6 | 10.02 | 4,130 | 121 | 4,095 |
| 9 Dec | 25839.65 | 367 | 68.3 | 10.53 | 3,403 | 95 | 3,974 |
| 8 Dec | 25960.55 | 304.05 | 143.85 | 10.26 | 10,031 | 1,346 | 3,879 |
| 5 Dec | 26186.45 | 159.2 | -82.1 | 9.05 | 6,182 | 1,345 | 2,533 |
| 4 Dec | 26033.75 | 240.75 | -40.45 | 8.98 | 1,372 | 88 | 1,188 |
| 3 Dec | 25986.00 | 279.35 | 27.2 | 9.95 | 1,318 | 263 | 1,100 |
| 2 Dec | 26032.20 | 245.75 | 32.55 | 10.02 | 1,612 | -2 | 837 |
| 1 Dec | 26175.75 | 208.75 | 10.9 | 10.71 | 1,761 | 365 | 839 |
| 28 Nov | 26202.95 | 193 | -17.05 | 10.09 | 435 | 34 | 474 |
| 27 Nov | 26215.55 | 202.85 | -28.2 | 10.59 | 1,121 | 274 | 440 |
| 26 Nov | 26205.30 | 226.45 | -154.85 | 11.12 | 783 | 21 | 166 |
| 25 Nov | 25884.80 | 379.3 | 42.25 | 10.64 | 265 | 14 | 145 |
| 24 Nov | 25959.50 | 356.35 | 36.85 | 11.34 | 128 | -11 | 131 |
| 21 Nov | 26068.15 | 320 | 66.8 | 11.83 | 363 | 52 | 142 |
| 20 Nov | 26192.15 | 248.6 | -75.95 | 11.24 | 215 | 73 | 90 |
| 19 Nov | 26052.65 | 328.55 | -208.85 | 11.81 | 34 | 17 | 17 |
For Nifty - strike price 26200 expiring on 23DEC2025
Delta for 26200 PE is -0.89
Historical price for 26200 PE is as follows
On 17 Dec NIFTY was trading at 25818.55. The strike last trading price was 350.1, which was 28.5 higher than the previous day. The implied volatity was 8.30, the open interest changed by -1327 which decreased total open position to 9663
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 332, which was 122.05 higher than the previous day. The implied volatity was 9.30, the open interest changed by 10990 which increased total open position to 10990
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 214.85, which was 16.3 higher than the previous day. The implied volatity was 9.25, the open interest changed by 2192 which increased total open position to 8377
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 196.1, which was -102.25 lower than the previous day. The implied volatity was 8.52, the open interest changed by 3072 which increased total open position to 6185
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 298.25, which was -126.9 lower than the previous day. The implied volatity was 8.82, the open interest changed by -982 which decreased total open position to 3113
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 430, which was 71.6 higher than the previous day. The implied volatity was 10.02, the open interest changed by 121 which increased total open position to 4095
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 367, which was 68.3 higher than the previous day. The implied volatity was 10.53, the open interest changed by 95 which increased total open position to 3974
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 304.05, which was 143.85 higher than the previous day. The implied volatity was 10.26, the open interest changed by 1346 which increased total open position to 3879
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 159.2, which was -82.1 lower than the previous day. The implied volatity was 9.05, the open interest changed by 1345 which increased total open position to 2533
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 240.75, which was -40.45 lower than the previous day. The implied volatity was 8.98, the open interest changed by 88 which increased total open position to 1188
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 279.35, which was 27.2 higher than the previous day. The implied volatity was 9.95, the open interest changed by 263 which increased total open position to 1100
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 245.75, which was 32.55 higher than the previous day. The implied volatity was 10.02, the open interest changed by -2 which decreased total open position to 837
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 208.75, which was 10.9 higher than the previous day. The implied volatity was 10.71, the open interest changed by 365 which increased total open position to 839
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 193, which was -17.05 lower than the previous day. The implied volatity was 10.09, the open interest changed by 34 which increased total open position to 474
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 202.85, which was -28.2 lower than the previous day. The implied volatity was 10.59, the open interest changed by 274 which increased total open position to 440
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 226.45, which was -154.85 lower than the previous day. The implied volatity was 11.12, the open interest changed by 21 which increased total open position to 166
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 379.3, which was 42.25 higher than the previous day. The implied volatity was 10.64, the open interest changed by 14 which increased total open position to 145
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 356.35, which was 36.85 higher than the previous day. The implied volatity was 11.34, the open interest changed by -11 which decreased total open position to 131
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 320, which was 66.8 higher than the previous day. The implied volatity was 11.83, the open interest changed by 52 which increased total open position to 142
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 248.6, which was -75.95 lower than the previous day. The implied volatity was 11.24, the open interest changed by 73 which increased total open position to 90
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 328.55, which was -208.85 lower than the previous day. The implied volatity was 11.81, the open interest changed by 17 which increased total open position to 17































































































































































































































